Why serve 1x1 pixel GIF (web bugs) data at all?

Many analytic and tracking tools are requesting 1x1 GIF image (web bug, invisible for the user) for cross-domain event storing/processing.

Why to serve this GIF image at all? Wouldn't it be more efficient to simply return some error code such as 503 Service Temporary Unavailable or empty file?

Update: To be more clear, I'm asking why to serve GIF image data when all information required has been already sent in request headers. The GIF image itself does not return any useful information.

Source: Tips4all